NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	3.605	3.562	-0.043	-1.2%	3.900
High	3.627	3.592	-0.035	-1.0%	3.900
Low	3.545	3.491	-0.054	-1.5%	3.693
Close	3.558	3.502	-0.056	-1.6%	3.714
Range	0.082	0.101	0.019	23.2%	0.207
ATR	0.098	0.098	0.000	0.2%	0.000
Volume	24,907	25,625	718	2.9%	91,307

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.831	3.768	3.558
R3	3.730	3.667	3.530
R2	3.629	3.629	3.521
R1	3.566	3.566	3.511	3.547
PP	3.528	3.528	3.528	3.519
S1	3.465	3.465	3.493	3.446
S2	3.427	3.427	3.483
S3	3.326	3.364	3.474
S4	3.225	3.263	3.446

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.390	4.259	3.828
R3	4.183	4.052	3.771
R2	3.976	3.976	3.752
R1	3.845	3.845	3.733	3.807
PP	3.769	3.769	3.769	3.750
S1	3.638	3.638	3.695	3.600
S2	3.562	3.562	3.676
S3	3.355	3.431	3.657
S4	3.148	3.224	3.600

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.814	3.491	0.323	9.2%	0.083	2.4%	3%	False	True	21,575
10	3.981	3.491	0.490	14.0%	0.090	2.6%	2%	False	True	21,214
20	4.107	3.491	0.616	17.6%	0.099	2.8%	2%	False	True	19,258
40	4.314	3.491	0.823	23.5%	0.096	2.7%	1%	False	True	17,943
60	4.580	3.491	1.089	31.1%	0.098	2.8%	1%	False	True	14,315
80	4.753	3.491	1.262	36.0%	0.096	2.7%	1%	False	True	12,195
100	4.958	3.491	1.467	41.9%	0.097	2.8%	1%	False	True	10,266
120	5.330	3.491	1.839	52.5%	0.098	2.8%	1%	False	True	8,866

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.021
2.618	3.856
1.618	3.755
1.000	3.693
0.618	3.654
HIGH	3.592
0.618	3.553
0.500	3.542
0.382	3.530
LOW	3.491
0.618	3.429
1.000	3.390
1.618	3.328
2.618	3.227
4.250	3.062

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	3.542	3.585
PP	3.528	3.557
S1	3.515	3.530

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These figures are updated between 7pm and 10pm EST after a trading day.

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